ESTIMATING THE MEAN AND VARIANCE OF A COMPOUND POISSON PROCESS WITH THE POISSON INTENSITY OBTAINED AS EXPONENTIAL OF THE LINEAR FUNCTION

DOI10.17654/MS102040721OpenAlexW2745691576WikidataQ115505317 ScholiaQ115505317MaRDI QIDQ4601714

I. Wayan Mangku, Hadi Sumarno, I Made Yoga Emma Prasetya

Publication date: 24 January 2018

Published in: Far East Journal of Mathematical Sciences (FJMS) (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/11022.htm

zbMATH Keywords

compound Poisson process consistent estimation exponential of linear function mean and variance functions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

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